Did you read the article? Because that isn't quite true

However, the study showed greater cardiovascular risk for overweight and obese participants compared with those of a normal weight, regardless of how much exercise they did.

Participants who were obese and active were twice as likely to have high cholesterol, four times as likely to have diabetes and five times as likely to have high blood pressure as those who were normal weight but inactive.

Overweight people who exercise did better in some regards but in others they were worse off than an inactive person with normal body weight. So the article is saying if you want to be healthy you need to be physically active and of normal weight.